if you havent got mcafee installed then no, it's not from them. they don't send spam mails out. it's a pop-up ad, and don't click the link whatever you do. odds are it'll try to tell you taht your computers got a virus and try to get you to click on another link, which'll be a virus or a scam to get you to make a payment to 'fix' it.
play safe and run a full norton scan and if you've a mailwair virus or anything it should spot it. also delete your history/cookie folders too as a way to remove any malicious stuff possibly in there.
these scams are all too common nowadays I'm afraid